The HP 95LX is a computer that can execute compiled code written in many languages. The easiest way is to develop programs on your PC and download the executable files to the HP 95LX.
Also, you can load your preferred compiler or interpreter onto the HP 95LX. If it is compatible, you can develop as well as run your programs on the HP 95LX. BASIC and C are the languages most often used in this manner. Be advised that most compilers and interpreters require a large piece of your RAM disk.